Journal of Chongqing Jiaotong University(Natural Science) ›› 1991, Vol. 10 ›› Issue (3): 42-48.
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Yang Hu
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杨虎
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Abstract: In this paper, based on the linear biased estimates in the present literature, we propose and discuss the universal ridge estimates which is a unitary expression.
Key words: universal idge estimate, mean squared error, linear model, admissibi-lity, principal component estimate
摘要: 本文介绍了文献中常见的线性有偏估计,在此基础上提出和讨论了回归系数的泛岭估计,它是常见线性有偏估计的统一表达形式。
关键词: 泛岭估计, 均方误差, 线性模型, 可容许性, 主成份估计
Yang Hu. Universal Ridge Estimates on the Regression Coefficient[J]. Journal of Chongqing Jiaotong University(Natural Science), 1991, 10(3): 42-48.
杨虎. 关于回归系数的泛岭估计类[J]. 重庆交通大学学报(自然科学版), 1991, 10(3): 42-48.
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